Additional critical values and asymptotic representations for seasonal unit root tests

Journal of Econometrics

Volumn 85, Issue 2, 1998, Pages 269-288

  Smith, Richard J ^a   Taylor, A M Robert ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Auxiliary test regression; Brownian motion; Differential seasonal drift; Similar tests; UK non durable consumption

Indexed keywords

EID: 0001392838     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00102-4     Document Type: Article

References (10)

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